+248.7%
TJX vs ZS
+494.5%
-245.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.4% | -8.1% | +3.7% | -3.8% |
| 30D | -18.6% | -8.4% | -10.1% | -18.1% |
| 3M | -24.4% | +31.1% | -55.4% | -26.1% |
| 6M | -20.2% | +4.4% | -24.6% | -21.5% |
| YTD | -16.9% | -27.3% | +10.4% | -16.0% |
| 1Y | -8.5% | -41.4% | +32.9% | -5.9% |
| 3Y | +43.7% | +1.7% | +42.0% | +38.9% |
| 5Y | +97.3% | -39.6% | +136.9% | +92.5% |
| All | +248.7% | +494.5% | -245.8% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling